Pre-market
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ABUS 5
Expected move by Oct 16 ±$0.41 ±8.2% $4.59 – $5.41 90%: $4.14 – $5.86
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Every quote and Greek, one row per strike.
20 contracts 11 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 1.50 6.10 $1.00 0.00 1.40 - - 0 0
0 0 - - 0.80 5.10 $2.00 0.00 1.75 - - 0 0
0 0 - - 0.05 2.40 $3.00 0.00 1.75 - - 0 0
0 1 - - 0.25 1.40 $4.00 0.00 0.10 91% -0.14 11 186
122 4 0.53 37% 0.10 0.30 $5.00 0.20 0.30 49% -0.47 77 44
602 23 0.17 67% 0.00 0.05 $6.00 0.50 2.05 116% -0.67 40 40
11,005 1 - - 0.00 0.05 $7.00 1.80 2.40 114% -0.84 10,500 11,150
0 0 - - 0.00 1.75 $8.00 2.50 4.30 219% -0.70 0 0
0 0 - - 0.00 1.75 $9.00 3.50 6.10 330% -0.60 0 0
3,000 2,000 - - 0.00 0.20 $10.00 4.50 7.50 394% -0.56 2,000 3,000